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Variable importance analysis: A comprehensive review

delete2015-10-01
delete397
PRE
AI
P
Pengfei Wei *
Z
Zhenzhou Lü
J
Jingwen Song
DOI:10.1016/j.ress.2015.05.018delete
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摘要

摘要

En 中文
Measuring variable importance for computational models or measured data is an important task in many applications. It has drawn our attention that the variable importance analysis (VIA) techniques were developed independently in many disciplines. We are strongly aware of the necessity to aggregate all the good practices in each discipline, and compare the relative merits of each method, so as to instruct the practitioners to choose the optimal methods to meet different analysis purposes, and to guide current research on VIA. To this end, all the good practices, including seven groups of methods, i.e., the difference-based variable importance measures (VIMs), parametric regression and related VIMs, nonparametric regression techniques, hypothesis test techniques, variance-based VIMs, moment-independent VIMs and graphic VIMs, are reviewed and compared with a numerical test example set in two situations (independent and dependent cases). For ease of use, the recommendations are provided for different types of applications, and packages as well as software for implementing these VIA techniques are collected. Prospects for future study of VIA techniques are also proposed. (C) 2015 Elsevier Ltd. All rights reserved.
Keyword:
Variable importance analysis
Difference-based
Regression technique
Random forest
Variance-based
Moment-independent
Graphic variable importance measures
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期刊

R
Reliability Engineering and System Safety
IF:
11
论文数:
9.0K
被引数:
4.2W

机构

N
Northwestern Polytechnical University
学者数:
4.6W
论文数: 3.7W
被引数: 5.3W
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